A new fourth-order cubic spline method for second-order nonlinear two-point boundary-value problems

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Bickley [5] had suggested the use of cubic splines for the solution of general linear two-point boundary-value problems. It is well known since then that this method gives only order h2 uniformly convergent approximations. But cubic spline interpolation itself is a fourth-order process. We present a new fourth-order cubic spline method for second-order nonlinear two-point boundary-value problems: y″ = f(x, y, y′), a < x < b, α0y(a) − α0y′(a) = A, β0y(b) + β1y′(b) = B. We generate the solution at the nodal points by a fourth-order method and then use ‘conditions of continuity’ to obtain smoothed approximations for the second derivatives of the solution needed for the construction of the cubic spline solution. We show that our method provides order h4 uniformly convergent approximations over [a, b]. The fourth order of the presented method is demonstrated computationally by two examples.

论文关键词:Cubic spline,interpolation,nonlinear two-point boundary-value problems,finite differences

论文评审过程:Received 6 October 1986, Revised 23 December 1987, Available online 21 March 2002.

论文官网地址:https://doi.org/10.1016/0377-0427(88)90326-3